+604.5%
TDG vs RL
+337.1%
+267.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.6% |
| 7D | +1.7% | +2.6% | -0.9% | +0.7% |
| 30D | +9.7% | +2.9% | +6.7% | +8.4% |
| 3M | -2.3% | 0.0% | -2.3% | -2.6% |
| 6M | +1.3% | +17.1% | -15.8% | -5.3% |
| YTD | -8.5% | +10.1% | -18.6% | -13.0% |
| 1Y | -8.1% | +17.3% | -25.5% | -14.9% |
| 3Y | +43.4% | +249.3% | -205.9% | -18.1% |
| 5Y | +127.8% | +240.9% | -113.1% | +26.9% |
| All | +604.5% | +337.1% | +267.4% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling